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An intertemporal CAPM with higher-order moments Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11 |
Empirical risk aversion functions-estimates and assessment of their reliability Kang B.J.; Kim, Tong Suk, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.17, no.5, pp.1123 - 1138, 2008-12 |
Implied risk aversion and volatility risk premiums Yoon, SunJoong; Byun, Suk Joon, APPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01 |
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